+57.8%
CHYM vs VXX
-36.4%
+94.2%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +30.1% | -29.1% | +11.2% |
| 7D | +4.5% | +27.5% | -23.0% | +14.7% |
| 30D | +9.2% | +32.5% | -23.4% | +22.3% |
| 3M | +16.4% | +8.2% | +8.2% | +19.4% |
| 6M | +45.2% | -22.7% | +67.8% | +29.5% |
| YTD | +19.9% | -16.1% | +36.0% | +19.7% |
| 1Y | +57.8% | -34.0% | +91.9% | +37.2% |
| All | +57.8% | -36.4% | +94.2% | +37.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VXX.
Daily Out/Under-Performance
Portfolio return minus VXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VXX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded VXX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling